On sub-Riemannian diffusion bridges

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• Karen Habermann, DPMMS/CCA
• Monday 17 October 2016, 14:40-15:20
• MR3, CMS.

If you have a question about this talk, please contact Jack Smith.

This talk concentrates on diffusion processes which live in a constraint geometry, a so-called sub-Riemannian geometry, and which are conditioned by their initial and final positions. We analyse limiting processes arising from such sub-Riemannian diffusion bridges. In particular, in the case where the endpoints agree, we discuss the convergence of a suitable fluctuations process to a limiting diffusion loop, and we give a characterisation of this limiting diffusion loop.

The necessary geometry and probability will be introduced briefly before going on to discuss the main results.

This talk is part of the DPMMS PhD student colloquium series.

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